This commit is contained in:
David Brazda
2024-10-16 15:13:01 +02:00
parent b64aa93c9b
commit 804ade5c29

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@ -9,7 +9,7 @@
- [SIGNALS](#signals)
- [ENTRIES/EXITS time based](#entriesexits-time-based)
- [STOPS](#stops)
- [OHLCSTX modul](#ohlcstx-modul)
- [OHLCSTX module](#ohlcstx-module)
- [WINDOW OPEN/CLOSE](#window-openclose)
- [END OF DAY EXITS](#end-of-day-exits)
- [DF/SR ACCESSORS](#dfsr-accessors)
@ -31,6 +31,7 @@
- [ANALYSIS](#analysis)
- [ROBUSTNESS](#robustness)
- [UTILS](#utils)
- [Market calendar](#market-calendar)
```python
@ -47,6 +48,7 @@ if not hasattr(pd.DataFrame, 'lw'):
# FETCHING DATA
```python
#fetching from remote db
from lib.db import Connection
SYMBOL = "BAC"
@ -60,16 +62,17 @@ basic_data = con.pull(symbols=[SYMBOL], schema=SCHEMA,start="2024-08-01", end="2
#Fetching from YAHOO
symbols = ["AAPL", "MSFT", "AMZN", "TSLA", "AMD", "NVDA", "SPY", "QQQ", "META", "GOOG"]
data = vbt.YFData.pull(symbols, start="2024-09-28", end="now", timeframe="1H", missing_columns="nan")
#endregion
```
# DISCOVERY
```python
#get parameters of method
vbt.IF.list_locations() #lists categories
vbt.IF.list_indicators(pattern="vbt") #all in category vbt
vbt.IF.list_indicators("*sma")
vbt.phelp(vbt.indicator("talib:MOM").run)
```
# DATA/WRAPPER
@ -233,7 +236,7 @@ price = close.vbt.wrapper.fill()
price[entries] = entry_price
price[exits] = exit_price
## OHLCSTX modul
## OHLCSTX module
- exit signal generator based on price and stop values
[doc](ttp://5.161.179.223:8000/vbt-doc/api/signals/generators/ohlcstx/index.html)
@ -601,4 +604,16 @@ print(vbt.timeit(my_pipeline))
#numba doesnt return error when indexing out of bound, this raises the error
import os
os.environ["NUMBA_BOUNDSCHECK"] = "1"
```
```
# Market calendar
```python
from pandas.tseries.offsets import CustomBusinessDay
from pandas_market_calendars import get_calendar
# Get the NYSE trading calendar
nyse = get_calendar('NYSE')
# Create a CustomBusinessDay object using the NYSE trading calendar
custom_bd = CustomBusinessDay(holidays=nyse.holidays().holidays, weekmask=nyse.weekmask, calendar=nyse)
```